The Journal of Portfolio Management

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The P/E Ratio, the Business Cycle, and Timing the Stock Market
Sangkyun Park

The Journal of Portfolio Management August 2021, jpm.2021.1.270; DOI: https://doi.org/10.3905/jpm.2021.1.270
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Investment Performance of US High-Yield Real Estate Debt: An Empirical Analysis
Michael Giliberto

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.269; DOI: https://doi.org/10.3905/jpm.2021.1.269
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The Quantitative Approach for Sustainable Investing
Eric Sorensen, Mike Chen and George Mussalli

The Journal of Portfolio Management August 2021, jpm.2021.1.267; DOI: https://doi.org/10.3905/jpm.2021.1.267
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A Market Microstructure View of the Informational Efficiency of Security Prices
Robert A. Schwartz

The Journal of Portfolio Management August 2021, jpm.2021.1.268; DOI: https://doi.org/10.3905/jpm.2021.1.268
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Global Risk Premiums on Direct Office Real Estate Returns
Ivo de Wit and Christopher Mayer

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.266; DOI: https://doi.org/10.3905/jpm.2021.1.266
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A Time Series Analysis and Forecast of CAPE
Marc Fandetti

The Journal of Portfolio Management August 2021, jpm.2021.1.265; DOI: https://doi.org/10.3905/jpm.2021.1.265
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Momentum Information Propagation through Global Supply Chain Networks
Rei Yamamoto, Naoya Kawadai and Hiroki Miyahara

The Journal of Portfolio Management August 2021, jpm.2021.1.264; DOI: https://doi.org/10.3905/jpm.2021.1.264
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Portfolio Upside and Downside Risk—Both Matter!
Jeffrey D. Fisher and Joseph D’Alessandro

The Journal of Portfolio Management Real Estate 2021, jpm.2021.1.263; DOI: https://doi.org/10.3905/jpm.2021.1.263
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Long-Term Investing and the Frequency of Investment Decisions
Ronald J. M. van Loon

The Journal of Portfolio Management August 2021, jpm.2021.1.262; DOI: https://doi.org/10.3905/jpm.2021.1.262
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Hedge Funds and Their Prime Brokers: Favorable IPO Allocations
Xiaohui Yang, Hossein B. Kazemi and Mila Getmansky Sherman

The Journal of Portfolio Management August 2021, jpm.2021.1.261; DOI: https://doi.org/10.3905/jpm.2021.1.261

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